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http://www.bitvise.com/winsshd

WinSSHD is an SSH server for all Windows NT-series operating systems. Supported platforms include Windows 2000, XP, 2003, Vista, 2008, and 7. Both 32 and 64 bit. Free for personal use.

PuTTY. Did I miss something?

Yes. He's looking for a server, PuTTY is a client.

Some non-Cygwin alternative SSH servers are discussed here:

http://www.windowsnetworking.com/articles_tutorials/install-...

SSH in Windows